It's not related to Norton, but Norton (or any other security software) is a complete waste of your time, money and system resources. Get rid of it.
The message is being produced by the OS. It recognizes there is malware is installed on your Mac and is alerting you to its presence. The fact that it's there is an indication of how useless Norton is.
Where did it come from? You, or someone else who uses your Mac installed it. You or they likely weren't aware of it, but it can't get on your Mac by itself. Junk like that tags along with other software you install from an aggregate site like download.cnet.com, or MacUpdate.com.
Why doesn't Apple remove it instead of only alerting you? Because they legally can't. The sites where this stuff comes from all have disclaimers (in one form or another) stating you agree to the use of any software acquired there. Since you have unwittingly agreed to a contract, Apple cannot legally decide for you to remove the unwanted junk.
The only instance I know of that actually happening was about, oh, eight years ago when a particularly invasive and very difficult to remove type of adware was hitting lots of Macs. Most installs came from the same type of sites where you agreed (usually without your knowledge) to install whatever you downloaded from them.
But then the makers of that adware made a grave mistake. They modified the system files to make it even harder to get rid of. Bad move. Doing anything like that is a violation of the terms of use for OS X / macOS. Apple immediately dropped the hammer on them and released a patch that not only removed the adware, but made it basically impossible for the perps to install anything even remotely similar.
See this Apple support page for help with removing it.
Safely open apps on your Mac - Apple Support
